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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-0.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$101B
AUM Growth
+$1.11B
Cap. Flow
+$2.3B
Cap. Flow %
2.27%
Top 10 Hldgs %
14.95%
Holding
4,054
New
150
Increased
2,408
Reduced
1,340
Closed
123

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$137M
2
T icon
AT&T
T
+$46.3M
3
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$41.8M
4
GSK icon
GSK
GSK
+$40.6M
5
PM icon
Philip Morris
PM
+$40.2M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$115M
2
MUFG icon
Mitsubishi UFJ Financial
MUFG
+$62.2M
3
TXN icon
Texas Instruments
TXN
+$43.9M
4
UPS icon
United Parcel Service
UPS
+$43M
5
XOM icon
ExxonMobil
XOM
+$41.8M

Sector Composition

Rank Sector Weight
1 Financials 15.27%
2 Technology 13.89%
3 Healthcare 11.08%
4 Industrials 8.76%
5 Consumer Discretionary 8.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FLOW
1251
DELISTED
SPX FLOW, Inc.
FLOW
$8.08M 0.01%
164,183
-6,527
-4% -$318K
YPF icon
1252
YPF
YPF
$19.5B
$8.07M 0.01%
373,300
+8,427
+2% +$195K
KMPR icon
1253
Kemper
KMPR
$1.82B
$8.07M 0.01%
141,551
-12,999
-8% -$798K
KMT icon
1254
Kennametal
KMT
$2.71B
$8.06M 0.01%
200,757
-20,904
-9% -$954K
CXP
1255
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$8.05M 0.01%
393,656
-94,490
-19% -$2.01M
HUBB icon
1256
Hubbell
HUBB
$25.6B
$8.05M 0.01%
66,084
+4,357
+7% +$573K
INDA icon
1257
iShares MSCI India ETF
INDA
$6.84B
$8.04M 0.01%
235,608
+226,181
+2,399% +$8.03M
MKTX icon
1258
MarketAxess Holdings
MKTX
$4.34B
$8.01M 0.01%
36,858
+2,270
+7% +$467K
FOSL icon
1259
Fossil Group
FOSL
$262M
$8M 0.01%
629,931
+101,994
+19% +$1.13M
DY icon
1260
Dycom Industries
DY
$12.1B
$8M 0.01%
74,318
+1,274
+2% +$145K
ERC
1261
Allspring Multi-Sector Income Fund
ERC
$253M
$7.99M 0.01%
612,346
-241,164
-28% -$3.15M
SPXC icon
1262
SPX Corp
SPXC
$10.2B
$7.99M 0.01%
246,008
-17,208
-7% -$545K
LPT
1263
DELISTED
Liberty Property Trust
LPT
$7.96M 0.01%
200,363
+8,454
+4% +$341K
MIC
1264
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$7.95M 0.01%
215,233
+46,307
+27% +$2.49M
S
1265
DELISTED
Sprint Corporation
S
$7.93M 0.01%
1,625,563
+544,025
+50% +$2.9M
GGAL icon
1266
Galicia Financial Group
GGAL
$7.9B
$7.93M 0.01%
120,615
-6,923
-5% -$455K
PRLB icon
1267
Protolabs
PRLB
$1.78B
$7.89M 0.01%
67,137
-9,262
-12% -$1.05M
TELN
1268
DELISTED
TELENOR ASA
TELN
$7.89M 0.01%
346,328
+17,062
+5% +$389K
AXE
1269
DELISTED
Anixter International Inc
AXE
$7.88M 0.01%
103,980
+7,242
+7% +$564K
ICUI icon
1270
ICU Medical
ICUI
$4.14B
$7.86M 0.01%
31,141
+362
+1% +$85.1K
FIVN icon
1271
FIVE9
FIVN
$2.08B
$7.84M 0.01%
263,353
+49,418
+23% +$1.35M
MOH icon
1272
Molina Healthcare
MOH
$10.5B
$7.83M 0.01%
96,490
-15,040
-13% -$1.21M
TCO
1273
DELISTED
Taubman Centers Inc.
TCO
$7.82M 0.01%
137,405
-3,576
-3% -$214K
CAMP
1274
DELISTED
CalAmp Corp.
CAMP
$7.82M 0.01%
14,852
-2,468
-14% -$1.34M
BX icon
1275
Blackstone
BX
$107B
$7.8M 0.01%
244,033
+23,943
+11% +$816K
49 50
51
52 53

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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q1 2018 Portfolio in Review

As of Q1 2018, Parametric Portfolio Associates held 4,054 positions worth $101B, up 1.1% from $100B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q1 2018 filing shows 150 new, 2,408 increased, 1,340 reduced and 123 closed positions. Its largest new stake was VanEck JP Morgan EM Local Currency Bond ETF: 978,412 shares worth $38.4M. The largest sale was Vanguard S&P 500 ETF, an estimated $115M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2018 buy was VanEck JP Morgan EM Local Currency Bond ETF: 978,412 shares worth $38.4M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $137M increase.
  • Parametric Portfolio Associates's biggest Q1 2018 reduction was Vanguard S&P 500 ETF, cutting an estimated $115M.
  • Parametric Portfolio Associates fully exited Mitsubishi UFJ Financial in Q1 2018, selling an estimated $62.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $101B portfolio in Q1 2018.
  • Parametric Portfolio Associates opened 150 new positions and closed 123 in Q1 2018.
  • Parametric Portfolio Associates's portfolio value rose 1.1% quarter-over-quarter to $101B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2018, filed 14 May 2018.